Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47731.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46336.93 Kr¶

PnL: ---------------------------------------> -551.64 Kr¶

DD now: ---------------------------------> -1.847 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 11:57:55.652188'

Anic Portfolio¶

Today¶

Return: 0.883 %¶

This Week¶

Return: 0.417 %¶

Total¶

Return: 56.262 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.380000 3218.800000 247.800000 8.340000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 0.130000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 0.650000 3448.800000 71.800000 2.130000 3377.000000
Corem Property Group B 59 1.740000 621.860000 44.860000 7.770000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Resurs Holding 22 4.770000 603.900000 29.900000 5.210000 573.999998
Samhällsbyggnadsbo. i Norden B 20 1.690000 384.600000 29.600000 8.340000 355.000000
MedCap 2 1.590000 447.000000 26.000000 6.180000 421.000000
AcadeMedia 12 0.500000 582.240000 25.240000 4.530000 557.000004
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
HMS Networks 2 0.230000 688.000000 15.000000 2.230000 673.000000
Boozt 12 2.510000 1665.600000 11.600000 0.700000 1653.999996
Intrum 4 0.410000 538.400000 11.400000 2.160000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 0.670000 566.700000 2.700000 0.480000 564.000000
Essity B 2 0.880000 576.200000 2.200000 0.380000 574.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Securitas B 6 0.550000 566.880000 -3.120000 -0.550000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 241.920000 -4.080000 -1.660000 246.000000
Nordea Bank Abp 29 0.830000 3449.260000 -4.740000 -0.140000 3453.999992
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
CTEK 13 0.530000 520.130000 -13.870000 -2.600000 533.999999
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
International Petroleum Corp. 5 0.370000 540.500000 -54.070000 -9.090000 594.565215
Vivesto 1368 -1.670000 549.390000 -63.610000 -10.380000 612.999432
Axfood 13 -0.180000 3634.800000 -121.200000 -3.230000 3756.000001
OX2 18 2.900000 1467.900000 -196.100000 -11.780000 1663.999992
Fasadgruppen Group 35 -0.100000 3409.000000 -402.000000 -10.550000 3810.999990
Ovzon 52 0.540000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46336.930000 -551.640000 -1.84668% 46888.564618

Updated:¶

'2023-01-20 11:58:08.248699'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶